Telling if it's been received is the tricky bit :)
According to the O2 forums if you put *0# at the beginning of the message you will get a delivery report, but I just tried it on mine and it didn't work. might be worth you trying though.
I thought it depended on the handset model. All of my Nokias had the delivery report facility. My HTC Desire doesn't have it and I am still with Vodafone as I have been for about 8/9 years.
Are you serious Chuck? I've never had a phone that didn't have delivery reports and I've been with 02 for years. It's usually somewhere in message settings and needs to be turned on.
everything on the O2 forums say they don't support delivery reports from the handset options but you can get them by putting *0# at the front of the message, and I've never had delivery reports working on my O2 phones.